Sydney has recorded its second hottest November day on record with the mercury soaring to 40.9C.

However, the scorching conditions are beginning to ease as a cold front sweeps the state.

Authorities are warning NSW residents to brace for damaging gale-force winds as the front starts to hit, with winds up to 90km/h tipped to rip through the state's south, west and Central Coast.

Jervis Bay on the NSW South Coast provided a taste of things to come, with temperatures dropping 13C in less than half an hour after 4pm on Friday afternoon.

Earlier, Penrith was the first location in Sydney to reach 40C shortly after midday.

The CBD hit a max of 40.9C at 3.05pm, according to official readings at Observatory Hill, failing to dislodge the 41.8C record set in 1982.

Further afield, the temperatures reached 42.8C at Sydney Airport, while Wilcannia in northwest NSW took out the state's top temperature with 44.3C.

Friday's hot, dry and windy conditions caused some headaches for firefighters, who were stretched across the state battling a string of blazes.

The Hume Highway remains closed in both directions at Goulburn in the Southern Tablelands as crews work to contain a grass fire.

And firies are still keeping a close eye on a bushfire at Hornsby in Sydney's north, which is close to Ku-ring-gai Chase National Park.

In Sydney's southwest, large clouds of smoke billowed from a fire at an electrical substation before the blaze was contained soon after 2pm.

The fire caused major traffic delays and power outages in surrounding suburbs.

There are no total fire bans in NSW on Saturday, with temperatures expected to drop significantly overnight.

AAP